-54.0%
W vs VCIT
+3.7%
-57.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.2% | -8.5% | -9.2% |
| 7D | -5.6% | +0.5% | -6.1% | -7.2% |
| 30D | +7.5% | +2.1% | +5.4% | -1.0% |
| 3M | +5.4% | -1.6% | +7.0% | +12.9% |
| 6M | +79.4% | -1.6% | +81.0% | +96.3% |
| YTD | +12.9% | -1.5% | +14.4% | +23.6% |
| 1Y | +12.4% | -0.4% | +12.8% | +17.7% |
| 3Y | +128.5% | +19.6% | +108.9% | +23.0% |
| 5Y | -54.0% | +3.3% | -57.2% | -65.1% |
| All | -54.0% | +3.7% | -57.6% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCIT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling